Stochastic Processes: Selected Papers On Hiroshi Tanaka

Name: Stochastic Processes: Selected Papers On Hiroshi Tanaka
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789810245917
Price: 939.83 RON
Availability: PreOrder

Autor: Hiroshi Tanaka

Limbă:

Legare: Copertă tare

Editura: World Scientific Publishing Co Pte Ltd

Disponibilitate: Retipărire preconizată

Termenul este necunoscut

939.83 lei

Hiroshi Tanaka is noted for his discovery of the "Tanaka Formula", which is a generalization of the...

Informații despre carte

Autor

Hiroshi Tanaka

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2002

Pagini

444

EAN

9789810245917

ISBN

9810245912

Enbook ID

05066815

Editura

World Scientific Publishing Co Pte Ltd

Greutate

866

Dimensiuni

169 x 259 x 27

Descriere completă

Hiroshi Tanaka is noted for his discovery of the "Tanaka Formula", which is a generalization of the Ito formula in stochastic analysis. This is a selection of his brilliant works on stochastic processes and related topics. It contains Tanaka's papers on: (i) Brownian motion and stochastic differential equations (additive functionals of Brownian paths and stochastic differential equations with reflecting boundaries); (ii) the probabilistic treatment of nonlinear equations (Boltzmann equation, propagation of chaos and McKean-Vlasov limit); and (iii) stochastic processes in random environments (especially limit theorems on the stochastic processes in one-dimensional random environments and their refinements). The volume also includes essays by Henry McKean, Marc Yor, Shinzo Watanabe and Hiroshi Tanaka on Tanaka's works.

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Stochastic Processes: Selected Papers On Hiroshi Tanaka

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